Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49635.66 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43600.29 Kr¶

PnL: ---------------------------------------> -1275.29 Kr¶

DD now: ---------------------------------> -6.56 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 12:47:24.634969'

Anic Portfolio¶

Today¶

Return: 0.118 %¶

This Week¶

Return: -2.198 %¶

Total portfolio value¶

Return including deposits: 62.494 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.860000 1527.090000 104.090000 7.310000 1423.000014
Nederman Holding 1 -3.320000 204.000000 5.000000 2.510000 199.000000
Hennes & Mauritz B 6 -1.050000 915.360000 3.360000 0.370000 912.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
JM 7 0.520000 945.000000 -5.000000 -0.530000 950.000002
Atrium Ljungberg B 5 0.340000 897.000000 -7.000000 -0.770000 904.000000
Biotage 1 -2.680000 138.200000 -10.800000 -7.250000 149.000000
ASSA ABLOY B 4 -0.690000 982.000000 -11.000000 -1.110000 993.000000
Vitrolife 3 1.190000 664.800000 -12.200000 -1.800000 677.000001
AcadeMedia 20 -0.580000 964.400000 -13.600000 -1.390000 978.000000
BioGaia B 8 1.090000 889.600000 -14.400000 -1.590000 904.000000
Eastnine 6 -2.190000 642.000000 -15.000000 -2.280000 657.000000
OX2 12 -1.460000 893.400000 -15.600000 -1.720000 909.000000
Gränges 10 0.490000 1023.000000 -16.000000 -1.540000 1039.000000
INVISIO 15 0.000000 3555.000000 -17.000000 -0.480000 3571.999995
Bufab 3 -0.170000 1057.800000 -18.200000 -1.690000 1076.000001
Vitec Software Group B 2 -1.810000 1085.000000 -19.000000 -1.720000 1104.000000
Latour B 4 -1.600000 834.400000 -21.600000 -2.520000 856.000000
Investor B 3 -0.400000 635.100000 -22.900000 -3.480000 657.999999
Addnode Group B 7 -1.180000 877.100000 -27.900000 -3.080000 904.999998
Sandvik 4 0.200000 820.000000 -28.000000 -3.300000 848.000000
SKF B 5 0.340000 951.750000 -28.250000 -2.880000 980.000000
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Alimak Group 12 0.250000 974.400000 -32.600000 -3.240000 1007.000004
Sagax B 4 -1.800000 852.400000 -32.600000 -3.680000 885.000000
Hoist Finance 36 0.560000 977.400000 -33.600000 -3.320000 1010.999988
Sagax A 4 -2.290000 852.000000 -34.000000 -3.840000 886.000000
Byggmax Group 33 -0.990000 926.640000 -40.360000 -4.170000 966.999990
Hexatronic Group 15 -1.380000 1030.200000 -40.800000 -3.810000 1071.000000
EQT 4 -2.210000 830.400000 -42.600000 -4.880000 873.000000
Orrön Energy 170 -2.810000 1996.650000 -49.350000 -2.410000 2045.999980
Catena 2 -0.260000 754.400000 -51.600000 -6.400000 806.000000
Platzer Fastigheter Holding B 12 -1.060000 898.800000 -52.200000 -5.490000 951.000000
HEXPOL B 8 -5.350000 891.200000 -65.800000 -6.880000 957.000000
Hexagon B 26 -0.880000 3354.000000 -66.000000 -1.930000 3420.000012
VEF 788 -0.780000 1798.220000 -104.780000 -5.510000 1903.000300
Sedana Medical 93 0.290000 2572.380000 -411.200000 -13.780000 2983.577733
TOTAL 43600.290000 -1275.290000 -6.55999% 44875.578016

Updated:¶

'2023-06-21 12:47:41.132340'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶